261 lines
9.3 KiB
Python
261 lines
9.3 KiB
Python
from random import randint
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from unittest.mock import MagicMock
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import ccxt
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import pytest
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from freqtrade.exceptions import DependencyException, InvalidOrderException
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from freqtrade.exchange.common import API_FETCH_ORDER_RETRY_COUNT
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from tests.conftest import get_patched_exchange
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from .test_exchange import ccxt_exceptionhandlers
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STOPLOSS_ORDERTYPE = 'stop'
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@pytest.mark.parametrize('order_price,exchangelimitratio,side', [
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(217.8, 1.05, "sell"),
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(222.2, 0.95, "buy"),
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])
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def test_stoploss_order_ftx(default_conf, mocker, order_price, exchangelimitratio, side):
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api_mock = MagicMock()
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order_id = 'test_prod_buy_{}'.format(randint(0, 10 ** 6))
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api_mock.create_order = MagicMock(return_value={
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'id': order_id,
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'info': {
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'foo': 'bar'
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}
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})
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default_conf['dry_run'] = False
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mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
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# stoploss_on_exchange_limit_ratio is irrelevant for ftx market orders
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order = exchange.stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=190,
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side=side,
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order_types={'stoploss_on_exchange_limit_ratio': exchangelimitratio},
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leverage=1.0
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)
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assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
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assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
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assert api_mock.create_order.call_args_list[0][1]['side'] == side
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
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assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
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assert 'stopPrice' in api_mock.create_order.call_args_list[0][1]['params']
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assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 190
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assert api_mock.create_order.call_count == 1
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api_mock.create_order.reset_mock()
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order = exchange.stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={},
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side=side,
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leverage=1.0
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)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
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assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
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assert api_mock.create_order.call_args_list[0][1]['side'] == side
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
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assert 'orderPrice' not in api_mock.create_order.call_args_list[0][1]['params']
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assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
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api_mock.create_order.reset_mock()
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order = exchange.stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={'stoploss': 'limit'}, side=side,
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leverage=1.0
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)
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assert 'id' in order
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assert 'info' in order
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assert order['id'] == order_id
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assert api_mock.create_order.call_args_list[0][1]['symbol'] == 'ETH/BTC'
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assert api_mock.create_order.call_args_list[0][1]['type'] == STOPLOSS_ORDERTYPE
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assert api_mock.create_order.call_args_list[0][1]['side'] == side
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assert api_mock.create_order.call_args_list[0][1]['amount'] == 1
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assert 'orderPrice' in api_mock.create_order.call_args_list[0][1]['params']
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assert api_mock.create_order.call_args_list[0][1]['params']['orderPrice'] == order_price
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assert api_mock.create_order.call_args_list[0][1]['params']['stopPrice'] == 220
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# test exception handling
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with pytest.raises(DependencyException):
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api_mock.create_order = MagicMock(side_effect=ccxt.InsufficientFunds("0 balance"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
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exchange.stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={},
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side=side,
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leverage=1.0
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)
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with pytest.raises(InvalidOrderException):
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api_mock.create_order = MagicMock(
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side_effect=ccxt.InvalidOrder("ftx Order would trigger immediately."))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
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exchange.stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={},
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side=side,
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leverage=1.0
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)
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, "ftx",
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"stoploss", "create_order", retries=1,
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pair='ETH/BTC', amount=1, stop_price=220, order_types={},
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side=side, leverage=1.0)
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@pytest.mark.parametrize('side', [("sell"), ("buy")])
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def test_stoploss_order_dry_run_ftx(default_conf, mocker, side):
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api_mock = MagicMock()
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default_conf['dry_run'] = True
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mocker.patch('freqtrade.exchange.Exchange.amount_to_precision', lambda s, x, y: y)
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mocker.patch('freqtrade.exchange.Exchange.price_to_precision', lambda s, x, y: y)
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exchange = get_patched_exchange(mocker, default_conf, api_mock, 'ftx')
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api_mock.create_order.reset_mock()
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order = exchange.stoploss(
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pair='ETH/BTC',
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amount=1,
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stop_price=220,
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order_types={},
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side=side,
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leverage=1.0
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)
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assert 'id' in order
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assert 'info' in order
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assert 'type' in order
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assert order['type'] == STOPLOSS_ORDERTYPE
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assert order['price'] == 220
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assert order['amount'] == 1
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@pytest.mark.parametrize('sl1,sl2,sl3,side', [
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(1501, 1499, 1501, "sell"),
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(1499, 1501, 1499, "buy")
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])
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def test_stoploss_adjust_ftx(mocker, default_conf, sl1, sl2, sl3, side):
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exchange = get_patched_exchange(mocker, default_conf, id='ftx')
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order = {
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'type': STOPLOSS_ORDERTYPE,
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'price': 1500,
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}
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assert exchange.stoploss_adjust(sl1, order, side=side)
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assert not exchange.stoploss_adjust(sl2, order, side=side)
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# Test with invalid order case ...
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order['type'] = 'stop_loss_limit'
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assert not exchange.stoploss_adjust(sl3, order, side=side)
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@pytest.mark.usefixtures("init_persistence")
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def test_fetch_stoploss_order_ftx(default_conf, mocker, limit_sell_order, limit_buy_order):
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default_conf['dry_run'] = True
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order = MagicMock()
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order.myid = 123
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exchange = get_patched_exchange(mocker, default_conf, id='ftx')
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exchange._dry_run_open_orders['X'] = order
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assert exchange.fetch_stoploss_order('X', 'TKN/BTC').myid == 123
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with pytest.raises(InvalidOrderException, match=r'Tried to get an invalid dry-run-order.*'):
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exchange.fetch_stoploss_order('Y', 'TKN/BTC')
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default_conf['dry_run'] = False
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api_mock = MagicMock()
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api_mock.fetch_orders = MagicMock(return_value=[{'id': 'X', 'status': '456'}])
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
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assert exchange.fetch_stoploss_order('X', 'TKN/BTC')['status'] == '456'
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api_mock.fetch_orders = MagicMock(return_value=[{'id': 'Y', 'status': '456'}])
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
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with pytest.raises(InvalidOrderException, match=r"Could not get stoploss order for id X"):
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exchange.fetch_stoploss_order('X', 'TKN/BTC')['status']
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# stoploss Limit order
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api_mock.fetch_orders = MagicMock(return_value=[
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{'id': 'X', 'status': 'closed',
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'info': {
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'orderId': 'mocked_limit_sell',
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}}])
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api_mock.fetch_order = MagicMock(return_value=limit_sell_order)
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# No orderId field - no call to fetch_order
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resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
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assert resp
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assert api_mock.fetch_order.call_count == 1
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assert resp['id_stop'] == 'mocked_limit_sell'
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assert resp['id'] == 'X'
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assert resp['type'] == 'stop'
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assert resp['status_stop'] == 'triggered'
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# Stoploss market order
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# Contains no new Order, but "average" instead
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order = {'id': 'X', 'status': 'closed', 'info': {'orderId': None}, 'average': 0.254}
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api_mock.fetch_orders = MagicMock(return_value=[order])
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api_mock.fetch_order.reset_mock()
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resp = exchange.fetch_stoploss_order('X', 'TKN/BTC')
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assert resp
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# fetch_order not called (no regular order ID)
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assert api_mock.fetch_order.call_count == 0
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assert order == order
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with pytest.raises(InvalidOrderException):
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api_mock.fetch_orders = MagicMock(side_effect=ccxt.InvalidOrder("Order not found"))
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exchange = get_patched_exchange(mocker, default_conf, api_mock, id='ftx')
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exchange.fetch_stoploss_order(order_id='_', pair='TKN/BTC')
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assert api_mock.fetch_orders.call_count == 1
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ccxt_exceptionhandlers(mocker, default_conf, api_mock, 'ftx',
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'fetch_stoploss_order', 'fetch_orders',
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retries=API_FETCH_ORDER_RETRY_COUNT + 1,
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order_id='_', pair='TKN/BTC')
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def test_get_order_id(mocker, default_conf):
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exchange = get_patched_exchange(mocker, default_conf, id='ftx')
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order = {
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'type': STOPLOSS_ORDERTYPE,
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'price': 1500,
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'id': '1111',
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'id_stop': '1234',
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'info': {
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}
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}
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assert exchange.get_order_id_conditional(order) == '1234'
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order = {
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'type': 'limit',
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'price': 1500,
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'id': '1111',
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'id_stop': '1234',
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'info': {
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}
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}
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assert exchange.get_order_id_conditional(order) == '1111'
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